NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements

DOI10.1016/j.jfranklin.2024.106768zbMath1539.93182MaRDI QIDQ6542493

G. Yu. Kulikov, M. V. Kulikova

Publication date: 22 May 2024

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

nonlinear filtersstate estimationnumerical stabilitystochastic systemsfiltering algorithmsradar trackingstochastic oregonator reaction

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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